One of the reasons this issue could occur is if the default shell of your computer is not a bash shell. First, ensure that you have followed the instructions mentioned in the documentation to setup the PX4 toolchain on Linux:
On clicking "Next >" after the installation completes successfully and if you see the above error, then check the default shell on your computer by running the following command on your terminal.
If the above command returns any shell (e.g., "/bin/tcsh") apart from bash shell (/bin/bash), then change the default shell to "/bin/bash".
You can also run the above command in MATLAB Command Prompt:
Now the process must be launched again. Close the Hardware Setup Screens that are currently open. Open the Hardware Setup Screens again from the Add-On manager: Home > Add-Ons > Manage Add-Ons. Click the Set Up button "Next >" in the Embedded Coder Support Package for PX4 Autopilots. This should solve the issue and you will be able to move forward with the screens.